dc.contributor.author
Perkowski, Nicolas
dc.contributor.author
Zuijlen, Willem van
dc.date.accessioned
2023-08-28T06:21:07Z
dc.date.available
2023-08-28T06:21:07Z
dc.identifier.uri
https://refubium.fu-berlin.de/handle/fub188/33990
dc.identifier.uri
http://dx.doi.org/10.17169/refubium-33709
dc.description.abstract
We consider the stochastic differential equation on Rd given by dXt=b(t,Xt)dt+dBt, where B is a Brownian motion and b is considered to be a distribution of regularity >−12. We show that the martingale solution of the SDE has a transition kernel Γt and prove upper and lower heat-kernel estimates for Γt with explicit dependence on t and the norm of b.
en
dc.format.extent
22 Seiten
dc.rights.uri
https://creativecommons.org/licenses/by/4.0/
dc.subject
Heat-kernel estimate
en
dc.subject
Singular diffusion
en
dc.subject
Parametrix method
en
dc.subject.ddc
500 Naturwissenschaften und Mathematik::510 Mathematik::510 Mathematik
dc.title
Quantitative Heat-Kernel Estimates for Diffusions with Distributional Drift
dc.type
Wissenschaftlicher Artikel
dcterms.bibliographicCitation.doi
10.1007/s11118-021-09984-3
dcterms.bibliographicCitation.journaltitle
Potential Analysis
dcterms.bibliographicCitation.number
2
dcterms.bibliographicCitation.pagestart
731
dcterms.bibliographicCitation.pageend
752
dcterms.bibliographicCitation.volume
59
dcterms.bibliographicCitation.url
https://doi.org/10.1007/s11118-021-09984-3
refubium.affiliation
Mathematik und Informatik
refubium.affiliation.other
Institut für Mathematik
refubium.funding
Springer Nature DEAL
refubium.note.author
Die Publikation wurde aus Open Access Publikationsgeldern der Freien Universität Berlin gefördert.
refubium.resourceType.isindependentpub
no
dcterms.accessRights.openaire
open access
dcterms.isPartOf.eissn
1572-929X
